Optimal Control

Catalog description

The course covers different optimization techniques, as applied to feedback control systems. The main emphasis will be on the design of optimal controllers for digital control systems. The major topics are: Different performance indices, formulation of optimization problem with equality constraints, Lagrange multipliers, Hamiltonian and solution of discrete optimization problem. Discrete Linear Quadratic Regulators (LQR), optimal and suboptimal feedback gains, Riccati equation and its solution, linear quadratic tracking problem. Dynamic Programming - Bellman's principle of optimality - Optimal controllers for discrete and continuous systems - Systems with magnitude constraints on inputs and states.